#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Termstructures/VolatilityTermStructure.h>
#pragma unmanaged 
#include <ql\termstructures\volatility\swaption\swaptionvoldiscrete.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Times;
using namespace Cephei::QL::Termstructures;
#define HANDLE
#define ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Termstructures { namespace Volatility { namespace Swaption {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of ISwaptionVolatilityDiscrete
	public ref class CSwaptionVolatilityDiscrete  : 
            public CVolatilityTermStructure,
            public Cephei::QL::Termstructures::Volatility::Swaption::ISwaptionVolatilityDiscrete
	{
	protected: 
		boost::shared_ptr<QuantLib::SwaptionVolatilityDiscrete>* _ppSwaptionVolatilityDiscrete;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::SwaptionVolatilityDiscrete>* _phSwaptionVolatilityDiscrete;
#endif
		Object^ _SwaptionVolatilityDiscreteOwner;     // reference to object that manages the storage for this object
	internal:
        CSwaptionVolatilityDiscrete (boost::shared_ptr<QuantLib::SwaptionVolatilityDiscrete>& childNative, Object^ owner);
        CSwaptionVolatilityDiscrete (QuantLib::SwaptionVolatilityDiscrete& childNative, Object^ owner);
        CSwaptionVolatilityDiscrete (CSwaptionVolatilityDiscrete^ copy);
        CSwaptionVolatilityDiscrete (PLATFORM::Type^ t);
#ifdef STRUCT
        CSwaptionVolatilityDiscrete (QuantLib::SwaptionVolatilityDiscrete childNative);
#endif       
#ifdef HANDLE
		CSwaptionVolatilityDiscrete (QuantLib::Handle<QuantLib::SwaptionVolatilityDiscrete>& childNative, Object^ owner);
		CSwaptionVolatilityDiscrete (QuantLib::Handle<QuantLib::SwaptionVolatilityDiscrete> childNative);
#endif
		virtual ~CSwaptionVolatilityDiscrete ();
		!CSwaptionVolatilityDiscrete ();

	internal:
		QuantLib::SwaptionVolatilityDiscrete& GetReference ();
		boost::shared_ptr<QuantLib::SwaptionVolatilityDiscrete>& GetShared ();
		QuantLib::SwaptionVolatilityDiscrete* GetPointer ();
        void SetSwaptionVolatilityDiscrete (boost::shared_ptr<QuantLib::SwaptionVolatilityDiscrete> native)
        {
            if (_ppSwaptionVolatilityDiscrete != NULL)
                delete _ppSwaptionVolatilityDiscrete;
            _ppSwaptionVolatilityDiscrete = new boost::shared_ptr<QuantLib::SwaptionVolatilityDiscrete> (native);
            SetVolatilityTermStructure (boost::dynamic_pointer_cast<QuantLib::VolatilityTermStructure> (*_ppSwaptionVolatilityDiscrete));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::SwaptionVolatilityDiscrete>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
        property Cephei::Core::IVector<DateTime>^ OptionDates 
        {
		    virtual Cephei::Core::IVector<DateTime>^ get () ;
        }
        property Cephei::Core::IVector<Cephei::QL::Times::IPeriod^>^ OptionTenors 
        {
		    virtual Cephei::Core::IVector<Cephei::QL::Times::IPeriod^>^ get () ;
        }
        property Cephei::Core::IVector<Double>^ OptionTimes 
        {
		    virtual Cephei::Core::IVector<Double>^ get () ;
        }
        property Cephei::QL::Termstructures::Volatility::Swaption::ISwaptionVolatilityDiscrete^ PerformCalculations 
        {
		    virtual Cephei::QL::Termstructures::Volatility::Swaption::ISwaptionVolatilityDiscrete^ get () ;
        }
        property Cephei::Core::IVector<Double>^ SwapLengths 
        {
		    virtual Cephei::Core::IVector<Double>^ get () ;
        }
        property Cephei::Core::IVector<Cephei::QL::Times::IPeriod^>^ SwapTenors 
        {
		    virtual Cephei::Core::IVector<Cephei::QL::Times::IPeriod^>^ get () ;
        }
        property Cephei::QL::Termstructures::Volatility::Swaption::ISwaptionVolatilityDiscrete^ Update 
        {
		    virtual Cephei::QL::Termstructures::Volatility::Swaption::ISwaptionVolatilityDiscrete^ get () ;
        }
        property Cephei::QL::ITermStructure^ M1975_Update 
        {
            virtual Cephei::QL::ITermStructure^ get () = Cephei::QL::ITermStructure::Update::get
            {
                return ((Cephei::QL::Termstructures::Volatility::Swaption::ISwaptionVolatilityDiscrete^)this)->Update;
            }
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Termstructures::Volatility::Swaption::ISwaptionVolatilityDiscrete^>::typeid)]
	[FactoryFor(Cephei::QL::Termstructures::Volatility::Swaption::ISwaptionVolatilityDiscrete::typeid)]
	[FactoryFor(Cephei::QL::Termstructures::Volatility::Swaption::ISwaptionVolatilityDiscrete_Factory::typeid)]
	public ref class CSwaptionVolatilityDiscrete_Factory sealed : public ISwaptionVolatilityDiscrete_Factory
	{
	public:
    };
   
/*Cephei*/ } /*QL*/ } /*Termstructures*/ } /*Volatility*/ } /*Swaption */}
